Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for Nonlinear Serial Dependence 0 0 1 81 2 4 12 285
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 1 100 1 1 9 309
Beyond Optimal Forecasting 0 0 0 88 0 0 3 257
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 19 1 2 10 52
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 1 5 129 0 1 13 544
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 36 2 3 14 74
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 30 0 0 7 29
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 53 1 2 8 164
Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result 0 0 0 70 1 1 9 300
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 0 0 0 21 1 2 15 47
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 0 0 0 60 1 1 10 305
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 0 0 4 92 2 2 18 418
On the Granger Causality between Median Inflation and Price Dispersion 0 0 1 88 1 1 10 202
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 58 0 0 4 109
Persistence Dependence in Empirical Relations: The Velocity of Money 0 1 6 24 4 6 22 27
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 0 1 9 0 0 10 32
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 0 0 2 29 3 4 19 60
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 1 1 2 53 2 5 16 55
Total Working Papers 1 3 27 1,040 22 35 209 3,269


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 3 5 15 151
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 1 1 10 61
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 1 1 10 54
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 7 276
A new technique for postsample model selection and validation 0 0 0 26 1 2 9 131
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 1 10 1 1 12 77
Adaptive co-management and network learning in the Room for the River programme 0 0 1 1 1 1 8 12
Advertising and Aggregate Consumption: An Analysis of Causality 1 2 4 379 1 4 21 1,248
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 1 4 0 0 10 23
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 6 1 1 8 47
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 0 2 4 13 16
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 35 2 4 18 133
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 1 2 21 0 1 10 54
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 1 27 1 1 8 73
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 2 51 0 1 12 258
Further Results on Inventories and Price Stickiness 0 0 0 14 1 1 11 85
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 2 11 0 1 9 50
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 1 1 9 148
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 69 4 6 15 449
Measuring Measurement Error in Economic Time Series 0 0 0 0 1 1 10 259
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 1 1 5 1 4 16 317
On the Granger causality between median inflation and price dispersion 0 0 0 15 1 1 10 64
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 1 1 6 142
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 3 1 2 6 21
On the relative worth of recent macroeconomic forecasts 0 0 0 55 1 1 12 145
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 3 30
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 1 7 0 0 8 26
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 2 4 0 0 12 22
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 1 1 4 210
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 2 51 1 2 14 313
Time series analysis of residuals from the St. Louis model 0 0 0 24 1 1 4 120
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 0 4 27 1 2 14 115
Wages and profits: A comment 0 0 0 1 0 0 5 32
Total Journal Articles 1 4 25 966 31 52 339 5,162


Statistics updated 2017-03-07